I think I have it now, but I can't use legato (F1) for more than 3 semi-tones about the current note ?

Yes, it is because in MIDI Keyboard mode there's an automatic string-switching. In a real guitar real legato is possible only for each string. If you play the high-range notes you can perform legato in a 2 octave range.

If you use MIDI Guitar mode, legato is like in the real world, without simulating it through MIDI scripting engines. YRG is a fantastic tool for controlling it (but it works the same way with other MIDI Guitars/controllers).